Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.61 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49165.76 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43242.37 Kr¶

PnL: ---------------------------------------> -1633.21 Kr¶

DD now: ---------------------------------> -7.445 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 13:54:08.224760'

Anic Portfolio¶

Today¶

Return: -0.108 %¶

This Week¶

Return: -3.124 %¶

Total portfolio value¶

Return including deposits: 60.956 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.180000 1514.010000 91.010000 6.400000 1423.000014
Hennes & Mauritz B 6 0.500000 921.480000 9.480000 1.040000 912.000000
Nederman Holding 1 -0.490000 205.000000 6.000000 3.020000 199.000000
JM 7 2.480000 954.100000 4.100000 0.430000 950.000002
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Atrium Ljungberg B 5 -1.000000 894.500000 -9.500000 -1.050000 904.000000
Eastnine 6 -1.280000 646.800000 -10.200000 -1.550000 657.000000
ASSA ABLOY B 4 -0.970000 979.200000 -13.800000 -1.390000 993.000000
Creaspac SPAC 40 0.100000 3820.000000 -14.000000 -0.370000 3834.000000
BioGaia B 8 -1.330000 888.800000 -15.200000 -1.680000 904.000000
Biotage 1 -1.430000 131.100000 -17.900000 -12.010000 149.000000
OX2 12 -0.400000 887.400000 -21.600000 -2.380000 909.000000
AcadeMedia 20 -1.900000 947.600000 -30.400000 -3.110000 978.000000
Investor B 3 -0.260000 627.150000 -30.850000 -4.690000 657.999999
Bufab 3 -1.300000 1044.600000 -31.400000 -2.920000 1076.000001
Alimak Group 12 -0.850000 974.400000 -32.600000 -3.240000 1007.000004
Sandvik 4 -0.830000 815.200000 -32.800000 -3.870000 848.000000
Vitrolife 3 -2.550000 641.400000 -35.600000 -5.260000 677.000001
Vitec Software Group B 2 -0.740000 1068.000000 -36.000000 -3.260000 1104.000000
Latour B 4 -1.160000 820.000000 -36.000000 -4.210000 856.000000
Platzer Fastigheter Holding B 12 -0.130000 908.400000 -42.600000 -4.480000 951.000000
Hoist Finance 36 -1.280000 968.400000 -42.600000 -4.210000 1010.999988
Byggmax Group 33 -1.130000 924.000000 -43.000000 -4.450000 966.999990
Sagax B 4 -1.590000 842.000000 -43.000000 -4.860000 885.000000
Hexatronic Group 15 -1.300000 1027.800000 -43.200000 -4.030000 1071.000000
SKF B 5 -0.900000 936.000000 -44.000000 -4.490000 980.000000
Addnode Group B 7 -1.520000 859.600000 -45.400000 -5.020000 904.999998
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
EQT 4 -0.140000 826.400000 -46.600000 -5.340000 873.000000
INVISIO 15 -1.260000 3525.000000 -47.000000 -1.320000 3571.999995
Gränges 10 -2.700000 991.500000 -47.500000 -4.570000 1039.000000
Catena 2 -0.890000 756.000000 -50.000000 -6.200000 806.000000
HEXPOL B 8 0.000000 887.200000 -69.800000 -7.290000 957.000000
Orrön Energy 170 -1.160000 1952.450000 -93.550000 -4.570000 2045.999980
Hexagon B 26 -1.320000 3294.200000 -125.800000 -3.680000 3420.000012
VEF 788 -0.620000 1757.240000 -145.760000 -7.660000 1903.000300
Sedana Medical 93 1.230000 2592.840000 -390.740000 -13.100000 2983.577733
TOTAL 43242.370000 -1633.210000 -7.44459% 44875.578016

Updated:¶

'2023-06-22 13:54:25.559731'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶